On the inflation-uncertainty hypothesis in the USA, Japan and the UK: A dual long memory approach

Japan and the World Economy

Volumn 17, Issue 3, 2005, Pages 327-343

  Conrad, C ^a   Karanasos, M ^b  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Dual long memory; Granger causality; Inflation; Nominal uncertainty

Indexed keywords

EID: 13844272322     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.japwor.2004.03.002     Document Type: Article

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